Living in apartment in one state- Own a house in different state

I live in apartment in NY but have a house in NJ where my in-laws stay. I pay half the mortgage for that house but my wife's parents (who live there) claim the house on their return (last 2 years). This year i am planning to claim it on my tax return (married-jointly). Can i do it? Do i have to file for 2 states? Any complications? Appreciate your suggestions.